-46.6%
COIN vs M
+59.5%
-106.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | -1.6% |
| 7D | -5.1% | -4.2% | -0.9% | -3.5% |
| 30D | +17.6% | -7.2% | +24.8% | +20.9% |
| 3M | +9.2% | -11.1% | +20.4% | +14.0% |
| 6M | -11.8% | +28.8% | -40.6% | -22.6% |
| YTD | -22.5% | +2.0% | -24.5% | -25.2% |
| 1Y | -45.9% | +31.3% | -77.2% | -53.7% |
| 3Y | +117.4% | +119.1% | -1.7% | +27.9% |
| 5Y | -29.4% | +29.7% | -59.1% | -43.7% |
| All | -46.6% | +59.5% | -106.1% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling